The neon-edge effect is specifically because of fluorescent material embedded in the plastic. The Smoke lens has no fluorescent material in it, hence no neon effect.

Note that there are already other lenses at his site which are cut the same way as the neon lenses. All of the lenses pictured there except Smoke and Clear are edge-cut, yet only a few of them exhibit the neon effect because they are the only ones that use fluorescent plastic.